Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418686.6005 | 423182.3548 | -4495.7543 | -67021.4236 | 108164.3379 | -175185.7615 |
Total P&L (%) | 418.6866 | 423.1824 | -4.4958 | -67.0214 | 108.1643 | -175.1858 |
Avg Daily Profit (%) | 0.2189 | 0.2213 | -0.0024 | -0.058 | 0.0383 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274437 | -139700 | -175489 | -414765 | -261059 | -282436 |
Profit Factor | 1.3263 | 1.6756 | 0.9932 | 0.9634 | 1.1304 | 0.825 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 144 | 80 | 64 | 144 | 80 | 64 |
Profitability (%) | 44.4015 | 37.9845 | 50.7692 | 44.4015 | 37.9845 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.6607 | 2.7357 | 0.9631 | 1.2063 | 1.8455 | 0.8 |
Largest Winning Trade | 182138 | 182138 | 47898 | 177140 | 177140 | 67540 |
Largest Losing Trade | -80814 | -38730 | -80814 | -175578 | -47230 | -175578 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 5599 | 3050 | 2549 | 5599 | 3050 | 2549 |
Profit Streak | 47.7968 | 47.7968 | 66.1301 | 47.7968 | 47.7968 | 66.1301 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360405 | 249506 | -579638 | -578238 | -221765 | -579638 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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